CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1069 |
1.1304 |
0.0235 |
2.1% |
1.1157 |
| High |
1.1208 |
1.1359 |
0.0151 |
1.3% |
1.1359 |
| Low |
1.1067 |
1.1304 |
0.0237 |
2.1% |
1.1067 |
| Close |
1.1218 |
1.1344 |
0.0126 |
1.1% |
1.1344 |
| Range |
0.0141 |
0.0055 |
-0.0086 |
-61.0% |
0.0292 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
2.9% |
0.0000 |
| Volume |
1 |
31 |
30 |
3,000.0% |
48 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1477 |
1.1374 |
|
| R3 |
1.1446 |
1.1422 |
1.1359 |
|
| R2 |
1.1391 |
1.1391 |
1.1354 |
|
| R1 |
1.1367 |
1.1367 |
1.1349 |
1.1379 |
| PP |
1.1336 |
1.1336 |
1.1336 |
1.1342 |
| S1 |
1.1312 |
1.1312 |
1.1339 |
1.1324 |
| S2 |
1.1281 |
1.1281 |
1.1334 |
|
| S3 |
1.1226 |
1.1257 |
1.1329 |
|
| S4 |
1.1171 |
1.1202 |
1.1314 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2133 |
1.2030 |
1.1505 |
|
| R3 |
1.1841 |
1.1738 |
1.1424 |
|
| R2 |
1.1549 |
1.1549 |
1.1398 |
|
| R1 |
1.1446 |
1.1446 |
1.1371 |
1.1498 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1282 |
| S1 |
1.1154 |
1.1154 |
1.1317 |
1.1206 |
| S2 |
1.0965 |
1.0965 |
1.1290 |
|
| S3 |
1.0673 |
1.0862 |
1.1264 |
|
| S4 |
1.0381 |
1.0570 |
1.1183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1359 |
1.1067 |
0.0292 |
2.6% |
0.0043 |
0.4% |
95% |
True |
False |
9 |
| 10 |
1.1359 |
1.0904 |
0.0455 |
4.0% |
0.0050 |
0.4% |
97% |
True |
False |
7 |
| 20 |
1.1359 |
1.0805 |
0.0554 |
4.9% |
0.0041 |
0.4% |
97% |
True |
False |
13 |
| 40 |
1.2850 |
1.0805 |
0.2045 |
18.0% |
0.0031 |
0.3% |
26% |
False |
False |
23 |
| 60 |
1.4099 |
1.0805 |
0.3294 |
29.0% |
0.0040 |
0.3% |
16% |
False |
False |
19 |
| 80 |
1.4099 |
1.0805 |
0.3294 |
29.0% |
0.0030 |
0.3% |
16% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1593 |
|
2.618 |
1.1503 |
|
1.618 |
1.1448 |
|
1.000 |
1.1414 |
|
0.618 |
1.1393 |
|
HIGH |
1.1359 |
|
0.618 |
1.1338 |
|
0.500 |
1.1332 |
|
0.382 |
1.1325 |
|
LOW |
1.1304 |
|
0.618 |
1.1270 |
|
1.000 |
1.1249 |
|
1.618 |
1.1215 |
|
2.618 |
1.1160 |
|
4.250 |
1.1070 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1340 |
1.1300 |
| PP |
1.1336 |
1.1257 |
| S1 |
1.1332 |
1.1213 |
|